+132.3%
HON vs HIG
+313.7%
-181.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | -13.8% | -0.4% | -13.4% | -13.7% |
| 3M | -11.7% | +6.7% | -18.3% | -14.3% |
| 6M | -18.7% | +2.0% | -20.7% | -19.9% |
| YTD | +0.2% | +0.3% | 0.0% | -0.5% |
| 1Y | -3.1% | +4.2% | -7.2% | -5.5% |
| 3Y | +17.0% | +102.2% | -85.3% | -16.2% |
| 5Y | +2.0% | +118.5% | -116.5% | -30.2% |
| All | +132.3% | +313.7% | -181.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling